NinjaTrader futures rollover: update contracts and automated strategies

Separate workspace changes from actual trades

A new expiry in a window and a rolled trading position are different outcomes. CME describes a position roll as offsetting the current contract and establishing a position in a later one. Changing the displayed instrument does not perform those trades.

Choose the expiry and the windows to update

Contract expiration dates vary. Use the actual contract specification and current exchange or broker calendar when choosing timing; a platform rollover prompt is not a universal expiration deadline.

1. Open Tools > Database Management > Rollover futures instruments. Eligibility follows the next contract month's configured rollover date.
2. Review each checked Update row and its New Expiry before selecting Rollover. The operation includes every open workspace.
3. For a selective change, choose the new expiry through that window's instrument selector instead.
4. Save the changed workspaces so the selection persists.

Review every strategy instance against the new expiry

In Control Center > Strategies, inspect the account, Instrument, Data Series and parameters for each instance. Only disabled strategies can be edited. If the expected row is absent, check the active-only and account filters before creating a duplicate.

For a chart-based strategy, open its Strategies window and inspect the Configured entry. Account selects where it sends orders; Data Series selects the input series. Verify the interval, strategy-specific inputs and Bars Required to Trade as well as the contract month. A changed chart title alone does not establish that all those settings are correct.

If the strategy uses additional instruments, inspect those too. The Strategies grid can expand a multi-instrument strategy to show its individual positions. Whether secondary contracts are configurable inputs or embedded in the code depends on that strategy; consult its developer if the new expiry cannot be selected.

After enabling, read the state: green is running, orange is waiting for the strategy position to become flat, and black is disabled. A waiting state is not evidence of a failed contract change.

Inspect the old contract as well as the new one

In Positions, match the full instrument and account name for any open position. In Orders, inspect the same account, both expiries and each active order's State. Check the filters: a grid restricted to filled orders cannot show a working stop. Use Account Name when a friendly display label is ambiguous.

Do not assume a new strategy instance manages orders left on the old contract. Compare the account position and working orders with the strategy position and its Start Behavior. Synchronize account can submit live trades; it is not a contract-selection shortcut or a guarantee that positions remain synchronized afterward.

Explain changed historical prices before blaming the feed

Under Tools > Options > Market data, MergeBackAdjusted joins contracts and applies offsets to older history. MergeNonBackAdjusted joins the original prices and can leave gaps at transitions. DoNotMerge uses only the selected contract, so it can return less history than the chart requests.

These settings explain why an older bar or price level may change when you select the next expiry. Record the merge policy when comparing charts or strategy calculations across the change. A continuous-looking history does not establish which contract an order targets; read the order's instrument.

If the selected contract still has no fresh bars, compare that exact expiry in another window and check the chart's Data Series and session settings. Use the chart diagnosis guide for display problems instead of repeatedly rolling instruments.